International Journal of applied mathematics and computer science

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Paper details

Number 4 - December 2009
Volume 19 - 2009

Controllability of nonlinear impulsive Ito type stochastic systems

Rathinasamy Sakthivel

Abstract
In this article, we consider finite dimensional dynamical control systems described by nonlinear impulsive Ito type stochastic integrodifferential equations. Necessary and sufficient conditions for complete controllability of nonlinear impulsive stochastic systems are formulated and proved under the natural assumption that the corresponding linear system is appropriately controllable. A fixed point approach is employed for achieving the required result.

Keywords
complete controllability, resolvent matrix, impulsive Ito type stochastic equations, Brownian motion

DOI
10.2478/v10006-009-0046-y